class RiskManager:
    def __init__(self, data):
        self.data = data

    def calculate_risk_metrics(self):
        # 在这里实现风险指标计算逻辑，例如计算最大回撤、夏普比率等
        max_drawdown = self.calculate_max_drawdown()
        sharpe_ratio = self.calculate_sharpe_ratio()
        return max_drawdown, sharpe_ratio

    def calculate_max_drawdown(self):
        # 计算最大回撤
        cumulative_returns = (1 + self.data['strategy_returns']).cumprod()
        rolling_max = cumulative_returns.cummax()
        drawdown = cumulative_returns / rolling_max - 1
        max_drawdown = drawdown.min()
        return max_drawdown

    def calculate_sharpe_ratio(self):
        # 计算夏普比率
        returns = self.data['strategy_returns']
        sharpe_ratio = returns.mean() / returns.std()
        return sharpe_ratio
